+128.8%
GOOG vs PEP
+2.5%
+126.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -1.6% | -1.7% | +0.1% | -1.3% |
| 30D | -7.7% | +0.3% | -8.0% | -7.7% |
| 3M | -9.3% | -3.2% | -6.1% | -8.8% |
| 6M | +7.4% | -13.6% | +21.0% | +10.2% |
| YTD | +4.9% | -1.9% | +6.7% | +4.8% |
| 1Y | +37.2% | -0.6% | +37.8% | +36.4% |
| 3Y | +141.6% | -13.6% | +155.2% | +149.2% |
| 5Y | +128.8% | +3.2% | +125.5% | +107.7% |
| All | +128.8% | +2.5% | +126.3% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PEP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling